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N-HiTS×ARIMA (Autoregressive Integrated Moving Average) Model×PatchTST×
FagområdeDyb læringØkonometriDyb læring
FamilieMachine learningRegression modelMachine learning
Oprindelsesår202320152023
OphavspersonChallu, C. et al.Box & Jenkins (Box-Jenkins methodology)Nie, Y. et al.
TypeDeep neural forecasting (hierarchical interpolation)Univariate time-series modelTransformer for time series forecasting
Oprindelig kildeChallu, C. et al. (2023). NHITS: Neural Hierarchical Interpolation for Time Series Forecasting. AAAI. DOI ↗Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021Nie, Y., Nguyen, N. H., Sinthong, P. & Kalagnanam, J. (2023). A Time Series is Worth 64 Words: Long-term Forecasting with Transformers. ICLR. link ↗
AliasserN-HiTS — Hiyerarşik İnterpolasyon Tahmini, NHITS, Neural Hierarchical InterpolationBox-Jenkins model, ARIMA(p,d,q), ARIMA ModeliPatchTST — Yama Tabanlı Zaman Serisi Transformer, patch-based time series transformer, channel-independent transformer
Relaterede353
ResuméN-HiTS (Neural Hierarchical Interpolation for Time Series Forecasting), introduced by Challu and colleagues in 2023, is a deep neural forecasting architecture that combines the hierarchical forecasts of multiple stacks operating at different sampling rates and merges them through interpolation. It extends N-BEATS to deliver markedly better accuracy on long forecast horizons.ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).PatchTST is a patch-based Transformer architecture for time series forecasting, introduced by Nie and colleagues in 2023, that cuts each series into overlapping patches treated as tokens and processes channels independently. It balances computational efficiency with strong accuracy on long-horizon forecasting.
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ScholarGateSammenlign metoder: N-HiTS · ARIMA · PatchTST. Hentet 2026-06-17 fra https://scholargate.app/da/compare